Xcel Brands Stock Market Value
| XELB Stock | USD 0.70 0.01 1.41% |
| Symbol | Xcel |
Xcel Brands Price To Book Ratio
Is Specialty Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Xcel Brands. If investors know Xcel will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Xcel Brands listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.89) | Revenue Per Share 0.483 | Quarterly Revenue Growth (0.56) | Return On Assets (0.13) | Return On Equity (0.36) |
The market value of Xcel Brands is measured differently than its book value, which is the value of Xcel that is recorded on the company's balance sheet. Investors also form their own opinion of Xcel Brands' value that differs from its market value or its book value, called intrinsic value, which is Xcel Brands' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Xcel Brands' market value can be influenced by many factors that don't directly affect Xcel Brands' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Xcel Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Xcel Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xcel Brands' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Xcel Brands 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Xcel Brands' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Xcel Brands.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Xcel Brands on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Xcel Brands or generate 0.0% return on investment in Xcel Brands over 720 days. Xcel Brands is related to or competes with H M, Under Armour, H M, Oxford Industries, Vince Holding, Ermenegildo Zegna, and Columbia Sportswear. Xcel Brands, Inc., together with its subsidiaries, operates as a media and consumer products company in the United State... More
Xcel Brands Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Xcel Brands' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Xcel Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.39 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.1 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 4.35 |
Xcel Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xcel Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xcel Brands' standard deviation. In reality, there are many statistical measures that can use Xcel Brands historical prices to predict the future Xcel Brands' volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0591 |
Xcel Brands Backtested Returns
At this point, Xcel Brands is very risky. Xcel Brands shows Sharpe Ratio of 0.0215, which attests that the company had a 0.0215% return per unit of risk over the last 3 months. We have found thirty technical indicators for Xcel Brands, which you can use to evaluate the volatility of the company. Please check out Xcel Brands' Market Risk Adjusted Performance of 0.0691, downside deviation of 3.39, and Mean Deviation of 1.94 to validate if the risk estimate we provide is consistent with the expected return of 0.0577%. Xcel Brands has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.086, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xcel Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xcel Brands is expected to be smaller as well. Xcel Brands right now maintains a risk of 2.69%. Please check out Xcel Brands jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Xcel Brands will be following its historical returns.
Auto-correlation | -0.47 |
Modest reverse predictability
Xcel Brands has modest reverse predictability. Overlapping area represents the amount of predictability between Xcel Brands time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xcel Brands price movement. The serial correlation of -0.47 indicates that about 47.0% of current Xcel Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Xcel Brands lagged returns against current returns
Autocorrelation, which is Xcel Brands stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Xcel Brands' stock expected returns. We can calculate the autocorrelation of Xcel Brands returns to help us make a trade decision. For example, suppose you find that Xcel Brands has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Xcel Brands regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Xcel Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xcel Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xcel Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Xcel Brands Lagged Returns
When evaluating Xcel Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xcel Brands stock have on its future price. Xcel Brands autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Xcel Brands autocorrelation shows the relationship between Xcel Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Xcel Brands.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Xcel Brands offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Xcel Brands' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Xcel Brands Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Xcel Brands Stock:Check out Xcel Brands Correlation, Xcel Brands Volatility and Xcel Brands Alpha and Beta module to complement your research on Xcel Brands. For information on how to trade Xcel Stock refer to our How to Trade Xcel Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Xcel Brands technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.